In hearing aids one of the problems is wind noise picked up by the microphone or microphones. Wind noise is a result of turbulence, some of which is generated around the sound entrance opening of the microphone. It may to some extend be remedied through use of sound penetrating blocking, also called wind screens, over and/or in the sound entrance opening. However this may cause reduced sensitivity of the microphone. Usually hearing aids are produced with an acceptable compromise, which ensures an acceptable sensitivity loss and also an acceptable performance of the microphone system when the user experiences high air velocities around the microphone sound entrance opening. The invention seeks to provide a hearing aid, wherein the best possible sensitivity of the microphone under different wind conditions is ensured.